+0.4%
STM vs VST
+229.5%
-229.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -6.2% | -6.2% | -10.9% |
| 7D | -20.1% | -19.9% | -0.2% | -15.6% |
| 30D | -32.0% | -29.7% | -2.3% | -25.9% |
| 3M | -24.2% | -19.6% | -4.6% | -20.0% |
| 6M | -29.9% | -29.4% | -0.5% | -24.0% |
| YTD | +54.9% | -29.7% | +84.6% | +67.3% |
| 1Y | +68.0% | -40.0% | +108.0% | +86.1% |
| All | +0.4% | +229.5% | -229.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling